Optimizing With User Specified Gradients

I am trying to use fmincon/fminunc but provide the analytical gradient. Example code tells me to use options like the following:
options = optimoptions('fmincon','SpecifyObjectiveGradient',true);
When I do so I receive the error: 'SpecifyObjectiveGradient' is not an option for FMINCON.
I use matlab 2015b.
I am looking for the simplest possible self contained example of specifying a gradient for use in optimization.

답변 (1개)

Walter Roberson
Walter Roberson 2016년 6월 14일

1 개 추천

You are looking at the R2016a documentation. If you look at the R2015b documentation you will see GradObj and GradConstr rather than SpecifyObjectiveGradient and SpecifyConstraintGradient

카테고리

도움말 센터File Exchange에서 Simulink Design Optimization에 대해 자세히 알아보기

질문:

2016년 6월 14일

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2016년 6월 14일

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